Helen telling Diane "No boys" before she goes away for the night might seem a little random...until you remember that earlier in the film, Darryl revealed in his "special report" that he recorded her making out with her boyfriend. And seeing that Helen saw the "report" herself that morning, it's likely that she's telling Diane not to pull that again.
Additionally, how come Darryl doesn't get punished for committing broadcast signal intrusion? Possibly because both his parents (Roy, in particular) appeared to find it amusing. And a little later on, Roy is confronted about it by a neighbor and responds by accusing his dog of messing with his dichondra, defending his son in the process.
Roy being surprised upon discovering Murray Seidenbaum being in Hell Vision makes sense when you remember that earlier in the film, Roy was watching a news report discussing his and Sarah, his wife's disappearance. It's possible that when he saw the name, Seidenbaum in the newspaper while in Hell Vision, he put two and two together.
Even worse, imagine this scenario: You go away for the night, hoping your parents could be alone to try to save their failing marriage. When you come home the next morning, they are nowhere to be seen, and the only thing you see is a note your mother left behind, stating that they had to go away, and will call tomorrow to explain. If Roy and Helen had been killed while in Hell Vision, let's just say that Helen would not be around to call them at all.
At one point, Darryl nearly gets sucked into the dish. Granted, he barely escapes, but imagine what would have happened if he did end up in Hell Vision. Who knows how Roy and Helen would have reacted if they found him in there?!